Article (Scientific journals)
k-intolerant capacities and Choquet integrals
Marichal, Jean-Luc
2007In European Journal of Operational Research, 177 (3), p. 1453-1468
Peer reviewed
 

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Keywords :
multi-criteria analysis; interacting criteria; capacities; Choquet integral
Abstract :
[en] We define an aggregation function to be (at most) k-intolerant if it is bounded from above by its kth lowest input value. Applying this definition to the discrete Choquet integral and its underlying capacity, we introduce the concept of k-intolerant capacities which, when varying k from 1 to n, cover all the possible capacities on n objects. Just as the concepts of k-additive capacities and p-symmetric capacities have been previously introduced essentially to overcome the problem of computational complexity of capacities, k-intolerant capacities are proposed here for the same purpose but also for dealing with intolerant or tolerant behaviors of aggregation. We also introduce axiomatically indices to appraise the extent to which a given capacity is k-intolerant and we apply them on a particular recruiting problem.
Research center :
Applied Mathematics Unit (FDEF)
Disciplines :
Quantitative methods in economics & management
Mathematics
Identifiers :
UNILU:UL-ARTICLE-2010-394
Author, co-author :
Marichal, Jean-Luc ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Applied Mathematics Unit (SMA)
Language :
English
Title :
k-intolerant capacities and Choquet integrals
Publication date :
16 March 2007
Journal title :
European Journal of Operational Research
ISSN :
0377-2217
Publisher :
Elsevier Science, Amsterdam, Netherlands
Volume :
177
Issue :
3
Pages :
1453-1468
Peer reviewed :
Peer reviewed
Name of the research project :
Recherches méthodologiques et mathématiques en aide à la décision et à la classification > 01/01/2005 – 12/12/2007 > BISDORFF Raymond
Funders :
Unilu - University of Luxembourg [LU]
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